Dataset statistics
| Number of variables | 15 |
|---|---|
| Number of observations | 8390 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 983.3 KiB |
| Average record size in memory | 120.0 B |
Variable types
| Categorical | 1 |
|---|---|
| Numeric | 14 |
Symbol has a high cardinality: 2295 distinct values | High cardinality |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
VaR (95%) is highly correlated with semi-variance (down) | High correlation |
D(Overall,S) is highly correlated with D(Overall,G) | High correlation |
D(Overall,G) is highly correlated with D(Overall,S) | High correlation |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
VaR (95%) is highly correlated with semi-variance (down) | High correlation |
ESG Score is highly correlated with Environmental Pillar Score and 1 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
VaR (95%) is highly correlated with semi-variance (down) | High correlation |
D(Overall,S) is highly correlated with D(Overall,G) | High correlation |
D(Overall,G) is highly correlated with D(Overall,S) | High correlation |
ESG Score is highly correlated with Environmental Pillar Score and 2 other fields | High correlation |
Environmental Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Social Pillar Score is highly correlated with ESG Score and 1 other fields | High correlation |
Governance Pillar Score is highly correlated with ESG Score | High correlation |
mean-return is highly correlated with VaR (95%) | High correlation |
semi-variance (down) is highly correlated with VaR (95%) | High correlation |
kurtosis is highly correlated with skew | High correlation |
skew is highly correlated with kurtosis | High correlation |
VaR (95%) is highly correlated with mean-return and 1 other fields | High correlation |
semi-variance (down) is highly skewed (γ1 = 42.97666496) | Skewed |
D(Overall,S) is highly skewed (γ1 = 24.33626538) | Skewed |
ESG Score has unique values | Unique |
semi-variance (down) has unique values | Unique |
kurtosis has unique values | Unique |
skew has unique values | Unique |
D(Overall,E) has 2096 (25.0%) zeros | Zeros |
D(Overall,S) has 1325 (15.8%) zeros | Zeros |
D(Overall,G) has 1324 (15.8%) zeros | Zeros |
D(ESG, VaR) has 1648 (19.6%) zeros | Zeros |
Reproduction
| Analysis started | 2022-09-24 08:46:27.401649 |
|---|---|
| Analysis finished | 2022-09-24 08:46:46.159789 |
| Duration | 18.76 seconds |
| Software version | pandas-profiling v3.2.0 |
| Download configuration | config.json |
| Distinct | 2295 |
|---|---|
| Distinct (%) | 27.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 65.7 KiB |
| GIII.OQ | 7 |
|---|---|
| BBY.N | 7 |
| AEO.N | 7 |
| HIBB.OQ | 7 |
| VSTO.N | 7 |
| Other values (2290) |
Length
| Max length | 8 |
|---|---|
| Median length | 7 |
| Mean length | 5.828843862 |
| Min length | 3 |
Characters and Unicode
| Total characters | 48904 |
|---|---|
| Distinct characters | 35 |
| Distinct categories | 5 ? |
| Distinct scripts | 2 ? |
| Distinct blocks | 1 ? |
Unique
| Unique | 403 ? |
|---|---|
| Unique (%) | 4.8% |
Sample
| 1st row | 360.AX |
|---|---|
| 2nd row | 360.AX |
| 3rd row | A.N |
| 4th row | A.N |
| 5th row | A.N |
Common Values
| Value | Count | Frequency (%) |
| GIII.OQ | 7 | 0.1% |
| BBY.N | 7 | 0.1% |
| AEO.N | 7 | 0.1% |
| HIBB.OQ | 7 | 0.1% |
| VSTO.N | 7 | 0.1% |
| KMX.N | 7 | 0.1% |
| WSM.N | 7 | 0.1% |
| EXPR.N | 7 | 0.1% |
| ENS.N | 7 | 0.1% |
| LOW.N | 7 | 0.1% |
| Other values (2285) | 8320 |
Length
| Value | Count | Frequency (%) |
| giii.oq | 7 | 0.1% |
| avav.oq | 7 | 0.1% |
| bby.n | 7 | 0.1% |
| mod.n | 7 | 0.1% |
| dds.n | 7 | 0.1% |
| dg.n | 7 | 0.1% |
| gme.n | 7 | 0.1% |
| dbi.n | 7 | 0.1% |
| casy.oq | 7 | 0.1% |
| schl.oq | 7 | 0.1% |
| Other values (2285) | 8320 |
Most occurring characters
| Value | Count | Frequency (%) |
| . | 8390 | |
| N | 6321 | |
| O | 4575 | 9.4% |
| Q | 3554 | 7.3% |
| C | 2208 | 4.5% |
| A | 2080 | 4.3% |
| S | 1906 | 3.9% |
| T | 1817 | 3.7% |
| R | 1760 | 3.6% |
| M | 1456 | 3.0% |
| Other values (25) | 14837 |
Most occurring categories
| Value | Count | Frequency (%) |
| Uppercase Letter | 40466 | |
| Other Punctuation | 8390 | 17.2% |
| Lowercase Letter | 38 | 0.1% |
| Decimal Number | 6 | < 0.1% |
| Connector Punctuation | 4 | < 0.1% |
Most frequent character per category
Uppercase Letter
| Value | Count | Frequency (%) |
| N | 6321 | |
| O | 4575 | 11.3% |
| Q | 3554 | 8.8% |
| C | 2208 | 5.5% |
| A | 2080 | 5.1% |
| S | 1906 | 4.7% |
| T | 1817 | 4.5% |
| R | 1760 | 4.3% |
| M | 1456 | 3.6% |
| I | 1445 | 3.6% |
| Other values (16) | 13344 |
Lowercase Letter
| Value | Count | Frequency (%) |
| a | 23 | |
| b | 10 | |
| p | 4 | 10.5% |
| q | 1 | 2.6% |
Decimal Number
| Value | Count | Frequency (%) |
| 3 | 2 | |
| 6 | 2 | |
| 0 | 2 |
Other Punctuation
| Value | Count | Frequency (%) |
| . | 8390 |
Connector Punctuation
| Value | Count | Frequency (%) |
| _ | 4 |
Most occurring scripts
| Value | Count | Frequency (%) |
| Latin | 40504 | |
| Common | 8400 | 17.2% |
Most frequent character per script
Latin
| Value | Count | Frequency (%) |
| N | 6321 | |
| O | 4575 | 11.3% |
| Q | 3554 | 8.8% |
| C | 2208 | 5.5% |
| A | 2080 | 5.1% |
| S | 1906 | 4.7% |
| T | 1817 | 4.5% |
| R | 1760 | 4.3% |
| M | 1456 | 3.6% |
| I | 1445 | 3.6% |
| Other values (20) | 13382 |
Common
| Value | Count | Frequency (%) |
| . | 8390 | |
| _ | 4 | < 0.1% |
| 3 | 2 | < 0.1% |
| 6 | 2 | < 0.1% |
| 0 | 2 | < 0.1% |
Most occurring blocks
| Value | Count | Frequency (%) |
| ASCII | 48904 |
Most frequent character per block
ASCII
| Value | Count | Frequency (%) |
| . | 8390 | |
| N | 6321 | |
| O | 4575 | 9.4% |
| Q | 3554 | 7.3% |
| C | 2208 | 4.5% |
| A | 2080 | 4.3% |
| S | 1906 | 3.9% |
| T | 1817 | 3.7% |
| R | 1760 | 3.6% |
| M | 1456 | 3.0% |
| Other values (25) | 14837 |
Year
Real number (ℝ≥0)
| Distinct | 7 |
|---|---|
| Distinct (%) | 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 2018.890942 |
| Minimum | 2016 |
|---|---|
| Maximum | 2022 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 2016 |
|---|---|
| 5-th percentile | 2016 |
| Q1 | 2018 |
| median | 2019 |
| Q3 | 2020 |
| 95-th percentile | 2021 |
| Maximum | 2022 |
| Range | 6 |
| Interquartile range (IQR) | 2 |
Descriptive statistics
| Standard deviation | 1.672251556 |
|---|---|
| Coefficient of variation (CV) | 0.0008283020749 |
| Kurtosis | -1.034924958 |
| Mean | 2018.890942 |
| Median Absolute Deviation (MAD) | 1 |
| Skewness | -0.2705443575 |
| Sum | 16938495 |
| Variance | 2.796425267 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 2020 | 1858 | |
| 2019 | 1570 | |
| 2021 | 1558 | |
| 2018 | 1244 | |
| 2017 | 1043 | |
| 2016 | 985 | |
| 2022 | 132 | 1.6% |
| Value | Count | Frequency (%) |
| 2016 | 985 | |
| 2017 | 1043 | |
| 2018 | 1244 | |
| 2019 | 1570 | |
| 2020 | 1858 | |
| 2021 | 1558 | |
| 2022 | 132 | 1.6% |
| Value | Count | Frequency (%) |
| 2022 | 132 | 1.6% |
| 2021 | 1558 | |
| 2020 | 1858 | |
| 2019 | 1570 | |
| 2018 | 1244 | |
| 2017 | 1043 | |
| 2016 | 985 |
ESG Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONUNIQUE| Distinct | 8390 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 45.1775578 |
| Minimum | 3.806763196 |
|---|---|
| Maximum | 94.44445553 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 3.806763196 |
|---|---|
| 5-th percentile | 17.02965548 |
| Q1 | 30.5849707 |
| median | 43.18626799 |
| Q3 | 59.03944378 |
| 95-th percentile | 78.481338 |
| Maximum | 94.44445553 |
| Range | 90.63769233 |
| Interquartile range (IQR) | 28.45447307 |
Descriptive statistics
| Standard deviation | 18.82265547 |
|---|---|
| Coefficient of variation (CV) | 0.4166372947 |
| Kurtosis | -0.7115598409 |
| Mean | 45.1775578 |
| Median Absolute Deviation (MAD) | 14.05672394 |
| Skewness | 0.2793725942 |
| Sum | 379039.71 |
| Variance | 354.2923588 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 27.08101803 | 1 | < 0.1% |
| 26.87866445 | 1 | < 0.1% |
| 15.58532593 | 1 | < 0.1% |
| 17.0528031 | 1 | < 0.1% |
| 43.18368707 | 1 | < 0.1% |
| 27.40319628 | 1 | < 0.1% |
| 28.90781027 | 1 | < 0.1% |
| 27.52122772 | 1 | < 0.1% |
| 28.88156102 | 1 | < 0.1% |
| 67.4537551 | 1 | < 0.1% |
| Other values (8380) | 8380 |
| Value | Count | Frequency (%) |
| 3.806763196 | 1 | |
| 5.114833664 | 1 | |
| 5.776484991 | 1 | |
| 5.794444127 | 1 | |
| 5.974997495 | 1 | |
| 6.152221193 | 1 | |
| 6.221658567 | 1 | |
| 6.686398355 | 1 | |
| 6.81418215 | 1 | |
| 6.868101403 | 1 |
| Value | Count | Frequency (%) |
| 94.44445553 | 1 | |
| 93.53912565 | 1 | |
| 93.32784124 | 1 | |
| 92.80650836 | 1 | |
| 92.61992314 | 1 | |
| 92.31516263 | 1 | |
| 92.1429952 | 1 | |
| 91.90508406 | 1 | |
| 91.85503349 | 1 | |
| 91.47686123 | 1 |
Environmental Pillar Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATION| Distinct | 7249 |
|---|---|
| Distinct (%) | 86.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 32.66414699 |
| Minimum | 0.027777778 |
|---|---|
| Maximum | 97.98022505 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 0.027777778 |
|---|---|
| 5-th percentile | 1.830951138 |
| Q1 | 9.301939765 |
| median | 25.35933463 |
| Q3 | 52.52109455 |
| 95-th percentile | 81.62031074 |
| Maximum | 97.98022505 |
| Range | 97.95244727 |
| Interquartile range (IQR) | 43.21915478 |
Descriptive statistics
| Standard deviation | 26.09604144 |
|---|---|
| Coefficient of variation (CV) | 0.7989200347 |
| Kurtosis | -0.8080771856 |
| Mean | 32.66414699 |
| Median Absolute Deviation (MAD) | 18.97278 |
| Skewness | 0.6148309379 |
| Sum | 274052.1932 |
| Variance | 681.003379 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 21.15270351 | 121 | 1.4% |
| 1.740581784 | 52 | 0.6% |
| 1.771771772 | 39 | 0.5% |
| 1.608821403 | 33 | 0.4% |
| 17.53569212 | 20 | 0.2% |
| 20.39408867 | 20 | 0.2% |
| 37.31707317 | 18 | 0.2% |
| 4.945054945 | 18 | 0.2% |
| 1.924818841 | 16 | 0.2% |
| 6.302521008 | 16 | 0.2% |
| Other values (7239) | 8037 |
| Value | Count | Frequency (%) |
| 0.027777778 | 1 | |
| 0.086956522 | 1 | |
| 0.088593577 | 1 | |
| 0.091672296 | 1 | |
| 0.142146411 | 1 | |
| 0.142450142 | 1 | |
| 0.146297126 | 1 | |
| 0.194444444 | 1 | |
| 0.217013889 | 1 | |
| 0.255558395 | 1 |
| Value | Count | Frequency (%) |
| 97.98022505 | 1 | |
| 97.69705095 | 1 | |
| 97.25520303 | 1 | |
| 97.16815059 | 1 | |
| 97.16090883 | 1 | |
| 97.02299593 | 1 | |
| 96.82619138 | 1 | |
| 96.67922137 | 1 | |
| 96.62206002 | 1 | |
| 96.54273654 | 1 |
Social Pillar Score
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATION| Distinct | 8352 |
|---|---|
| Distinct (%) | 99.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 46.89734695 |
| Minimum | 0.453490413 |
|---|---|
| Maximum | 97.83313378 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 0.453490413 |
|---|---|
| 5-th percentile | 15.27588208 |
| Q1 | 30.20751794 |
| median | 45.20856376 |
| Q3 | 62.31384454 |
| 95-th percentile | 84.58797876 |
| Maximum | 97.83313378 |
| Range | 97.37964337 |
| Interquartile range (IQR) | 32.1063266 |
Descriptive statistics
| Standard deviation | 21.13387719 |
|---|---|
| Coefficient of variation (CV) | 0.4506412104 |
| Kurtosis | -0.7259666039 |
| Mean | 46.89734695 |
| Median Absolute Deviation (MAD) | 15.90164398 |
| Skewness | 0.2685154 |
| Sum | 393468.7409 |
| Variance | 446.6407652 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 28.95333105 | 4 | < 0.1% |
| 25.1054216 | 3 | < 0.1% |
| 50 | 3 | < 0.1% |
| 25.91686339 | 3 | < 0.1% |
| 28.96555825 | 3 | < 0.1% |
| 22.47251138 | 3 | < 0.1% |
| 31.06869795 | 3 | < 0.1% |
| 23.84305671 | 3 | < 0.1% |
| 35.39530578 | 2 | < 0.1% |
| 10.9375 | 2 | < 0.1% |
| Other values (8342) | 8361 |
| Value | Count | Frequency (%) |
| 0.453490413 | 1 | |
| 1.250985028 | 1 | |
| 1.374185668 | 1 | |
| 2.058498218 | 1 | |
| 2.260348584 | 1 | |
| 2.440956221 | 1 | |
| 2.704071629 | 1 | |
| 2.708743072 | 1 | |
| 2.862323994 | 1 | |
| 2.868357488 | 1 |
| Value | Count | Frequency (%) |
| 97.83313378 | 1 | |
| 97.69370496 | 1 | |
| 97.66874295 | 1 | |
| 97.65506268 | 1 | |
| 97.57901244 | 1 | |
| 97.39413182 | 1 | |
| 97.39293525 | 1 | |
| 97.34833138 | 1 | |
| 97.25672305 | 1 | |
| 97.23474375 | 1 |
| Distinct | 8359 |
|---|---|
| Distinct (%) | 99.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 53.00145002 |
| Minimum | 0.713528414 |
|---|---|
| Maximum | 99.49668624 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 0.713528414 |
|---|---|
| 5-th percentile | 16.13415441 |
| Q1 | 36.54946887 |
| median | 54.65678837 |
| Q3 | 70.23126631 |
| 95-th percentile | 85.36482267 |
| Maximum | 99.49668624 |
| Range | 98.78315783 |
| Interquartile range (IQR) | 33.68179744 |
Descriptive statistics
| Standard deviation | 21.54495779 |
|---|---|
| Coefficient of variation (CV) | 0.4064975162 |
| Kurtosis | -0.8158104855 |
| Mean | 53.00145002 |
| Median Absolute Deviation (MAD) | 16.75195087 |
| Skewness | -0.2135485784 |
| Sum | 444682.1657 |
| Variance | 464.1852061 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 58.43062853 | 2 | < 0.1% |
| 73.41723549 | 2 | < 0.1% |
| 25.72314815 | 2 | < 0.1% |
| 62.46257571 | 2 | < 0.1% |
| 35.74819745 | 2 | < 0.1% |
| 60.88635921 | 2 | < 0.1% |
| 70.70108077 | 2 | < 0.1% |
| 18.78816794 | 2 | < 0.1% |
| 51.31558514 | 2 | < 0.1% |
| 29.01081425 | 2 | < 0.1% |
| Other values (8349) | 8370 |
| Value | Count | Frequency (%) |
| 0.713528414 | 1 | |
| 1.21894023 | 1 | |
| 1.449805879 | 1 | |
| 1.621528968 | 1 | |
| 1.670932878 | 1 | |
| 1.693686007 | 1 | |
| 1.741942324 | 1 | |
| 1.77374894 | 1 | |
| 1.958191126 | 1 | |
| 2.006541524 | 1 |
| Value | Count | Frequency (%) |
| 99.49668624 | 1 | |
| 98.61065544 | 1 | |
| 98.29931336 | 1 | |
| 98.1416741 | 1 | |
| 97.5232521 | 1 | |
| 97.49964879 | 1 | |
| 97.30143852 | 1 | |
| 97.02811555 | 1 | |
| 96.77316411 | 1 | |
| 96.67393058 | 1 |
| Distinct | 8385 |
|---|---|
| Distinct (%) | 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.002510868964 |
| Minimum | -0.552090105 |
|---|---|
| Maximum | 0.5359062215 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 3485 |
| Negative (%) | 41.5% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | -0.552090105 |
|---|---|
| 5-th percentile | -0.07413523606 |
| Q1 | -0.01588608457 |
| median | 0.00623143584 |
| Q3 | 0.02532615983 |
| 95-th percentile | 0.06483100316 |
| Maximum | 0.5359062215 |
| Range | 1.087996327 |
| Interquartile range (IQR) | 0.0412122444 |
Descriptive statistics
| Standard deviation | 0.04782904166 |
|---|---|
| Coefficient of variation (CV) | 19.04880038 |
| Kurtosis | 13.67467632 |
| Mean | 0.002510868964 |
| Median Absolute Deviation (MAD) | 0.02046234336 |
| Skewness | -1.195183679 |
| Sum | 21.0661906 |
| Variance | 0.002287617226 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.039470474 | 2 | < 0.1% |
| 0.06301338005 | 2 | < 0.1% |
| 0.03146094461 | 2 | < 0.1% |
| 0.01152288233 | 2 | < 0.1% |
| 1.513940488 × 10-17 | 2 | < 0.1% |
| -0.03398650302 | 1 | < 0.1% |
| 0.06324762159 | 1 | < 0.1% |
| -0.007642441634 | 1 | < 0.1% |
| 0.03543258288 | 1 | < 0.1% |
| 0.0175059022 | 1 | < 0.1% |
| Other values (8375) | 8375 |
| Value | Count | Frequency (%) |
| -0.552090105 | 1 | |
| -0.5304138823 | 1 | |
| -0.4925745599 | 1 | |
| -0.4094096847 | 1 | |
| -0.4019158167 | 1 | |
| -0.3896555938 | 1 | |
| -0.3483979822 | 1 | |
| -0.3346418915 | 1 | |
| -0.3307936064 | 1 | |
| -0.31315733 | 1 |
| Value | Count | Frequency (%) |
| 0.5359062215 | 1 | |
| 0.2835265788 | 1 | |
| 0.2558097662 | 1 | |
| 0.2551809226 | 1 | |
| 0.2494473479 | 1 | |
| 0.2376677679 | 1 | |
| 0.2321204633 | 1 | |
| 0.2282888654 | 1 | |
| 0.2206205853 | 1 | |
| 0.2199829472 | 1 |
semi-variance (down)
Real number (ℝ≥0)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONSKEWEDUNIQUE| Distinct | 8390 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.03176567232 |
| Minimum | 2.049697647 × 10-6 |
|---|---|
| Maximum | 10.60379622 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 2.049697647 × 10-6 |
|---|---|
| 5-th percentile | 0.001232310146 |
| Q1 | 0.004012757425 |
| median | 0.009379741113 |
| Q3 | 0.02486660118 |
| 95-th percentile | 0.109064559 |
| Maximum | 10.60379622 |
| Range | 10.60379417 |
| Interquartile range (IQR) | 0.02085384376 |
Descriptive statistics
| Standard deviation | 0.1558296352 |
|---|---|
| Coefficient of variation (CV) | 4.905598523 |
| Kurtosis | 2639.649959 |
| Mean | 0.03176567232 |
| Median Absolute Deviation (MAD) | 0.006808096917 |
| Skewness | 42.97666496 |
| Sum | 266.5139907 |
| Variance | 0.0242828752 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.004021172732 | 1 | < 0.1% |
| 0.02886740819 | 1 | < 0.1% |
| 0.1401961688 | 1 | < 0.1% |
| 0.005014993273 | 1 | < 0.1% |
| 0.01163752883 | 1 | < 0.1% |
| 0.006475125843 | 1 | < 0.1% |
| 0.07140474283 | 1 | < 0.1% |
| 0.03133535666 | 1 | < 0.1% |
| 0.02650426443 | 1 | < 0.1% |
| 0.01777267535 | 1 | < 0.1% |
| Other values (8380) | 8380 |
| Value | Count | Frequency (%) |
| 2.049697647 × 10-6 | 1 | |
| 5.055098442 × 10-6 | 1 | |
| 5.08445488 × 10-6 | 1 | |
| 5.274323069 × 10-6 | 1 | |
| 6.131105551 × 10-6 | 1 | |
| 8.070466148 × 10-6 | 1 | |
| 1.132803218 × 10-5 | 1 | |
| 1.166024936 × 10-5 | 1 | |
| 1.237343283 × 10-5 | 1 | |
| 1.319121727 × 10-5 | 1 |
| Value | Count | Frequency (%) |
| 10.60379622 | 1 | |
| 4.401274089 | 1 | |
| 2.814765903 | 1 | |
| 2.660379866 | 1 | |
| 2.528239724 | 1 | |
| 2.264271707 | 1 | |
| 1.700889218 | 1 | |
| 1.683931968 | 1 | |
| 1.274744351 | 1 | |
| 1.273938367 | 1 |
| Distinct | 8390 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.676361517 |
| Minimum | -4.771690305 |
|---|---|
| Maximum | 10.66785002 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 3710 |
| Negative (%) | 44.2% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | -4.771690305 |
|---|---|
| 5-th percentile | -1.397095342 |
| Q1 | -0.6374184458 |
| median | 0.2110665923 |
| Q3 | 1.478189565 |
| 95-th percentile | 4.462382098 |
| Maximum | 10.66785002 |
| Range | 15.43954032 |
| Interquartile range (IQR) | 2.115608011 |
Descriptive statistics
| Standard deviation | 1.848141859 |
|---|---|
| Coefficient of variation (CV) | 2.732476364 |
| Kurtosis | 2.280649397 |
| Mean | 0.676361517 |
| Median Absolute Deviation (MAD) | 0.9766243352 |
| Skewness | 1.393491393 |
| Sum | 5674.673128 |
| Variance | 3.41562833 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| -0.6328257409 | 1 | < 0.1% |
| 2.094013783 | 1 | < 0.1% |
| 5.791509142 | 1 | < 0.1% |
| 0.5811194514 | 1 | < 0.1% |
| -1.361904149 | 1 | < 0.1% |
| -0.668974197 | 1 | < 0.1% |
| -0.8217128779 | 1 | < 0.1% |
| 0.3717529472 | 1 | < 0.1% |
| 0.1667980481 | 1 | < 0.1% |
| 0.2797491525 | 1 | < 0.1% |
| Other values (8380) | 8380 |
| Value | Count | Frequency (%) |
| -4.771690305 | 1 | |
| -3.303480138 | 1 | |
| -3.283662493 | 1 | |
| -3.010231764 | 1 | |
| -2.775623454 | 1 | |
| -2.772284067 | 1 | |
| -2.768118263 | 1 | |
| -2.753330548 | 1 | |
| -2.719587297 | 1 | |
| -2.712449621 | 1 |
| Value | Count | Frequency (%) |
| 10.66785002 | 1 | |
| 10.39619826 | 1 | |
| 10.39230482 | 1 | |
| 9.991123526 | 1 | |
| 9.330673785 | 1 | |
| 9.272796292 | 1 | |
| 9.136219555 | 1 | |
| 8.969254615 | 1 | |
| 8.909863957 | 1 | |
| 8.867227454 | 1 |
| Distinct | 8390 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.1355040776 |
| Minimum | -3.243905543 |
|---|---|
| Maximum | 3.118139779 |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Negative | 4739 |
| Negative (%) | 56.5% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | -3.243905543 |
|---|---|
| 5-th percentile | -1.63404865 |
| Q1 | -0.7022596437 |
| median | -0.1395536166 |
| Q3 | 0.4448158851 |
| 95-th percentile | 1.326255899 |
| Maximum | 3.118139779 |
| Range | 6.362045322 |
| Interquartile range (IQR) | 1.147075529 |
Descriptive statistics
| Standard deviation | 0.8902627537 |
|---|---|
| Coefficient of variation (CV) | -6.570007115 |
| Kurtosis | 0.2027304549 |
| Mean | -0.1355040776 |
| Median Absolute Deviation (MAD) | 0.5739383982 |
| Skewness | 0.007182582218 |
| Sum | -1136.879211 |
| Variance | 0.7925677707 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0.06114140649 | 1 | < 0.1% |
| 1.208238014 | 1 | < 0.1% |
| -2.22482193 | 1 | < 0.1% |
| 0.2302402114 | 1 | < 0.1% |
| 0.3795195494 | 1 | < 0.1% |
| 0.671885387 | 1 | < 0.1% |
| -0.4062157682 | 1 | < 0.1% |
| -0.6759351596 | 1 | < 0.1% |
| 0.9950146676 | 1 | < 0.1% |
| -0.7931006897 | 1 | < 0.1% |
| Other values (8380) | 8380 |
| Value | Count | Frequency (%) |
| -3.243905543 | 1 | |
| -3.192624611 | 1 | |
| -3.192145101 | 1 | |
| -2.95715309 | 1 | |
| -2.91591035 | 1 | |
| -2.8410198 | 1 | |
| -2.839157001 | 1 | |
| -2.816467798 | 1 | |
| -2.803226022 | 1 | |
| -2.794186419 | 1 |
| Value | Count | Frequency (%) |
| 3.118139779 | 1 | |
| 2.939550184 | 1 | |
| 2.900624226 | 1 | |
| 2.846950478 | 1 | |
| 2.815081958 | 1 | |
| 2.781616199 | 1 | |
| 2.727624363 | 1 | |
| 2.692684592 | 1 | |
| 2.674059504 | 1 | |
| 2.579003458 | 1 |
| Distinct | 8388 |
|---|---|
| Distinct (%) | > 99.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | -0.175101922 |
| Minimum | -5.756462732 |
|---|---|
| Maximum | 0.05449763172 |
| Zeros | 1 |
| Zeros (%) | < 0.1% |
| Negative | 8369 |
| Negative (%) | 99.7% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | -5.756462732 |
|---|---|
| 5-th percentile | -0.4635915275 |
| Q1 | -0.2212239879 |
| median | -0.130744321 |
| Q3 | -0.07474922092 |
| 95-th percentile | -0.02993538288 |
| Maximum | 0.05449763172 |
| Range | 5.810960364 |
| Interquartile range (IQR) | 0.146474767 |
Descriptive statistics
| Standard deviation | 0.173004206 |
|---|---|
| Coefficient of variation (CV) | -0.9880200288 |
| Kurtosis | 154.8121932 |
| Mean | -0.175101922 |
| Median Absolute Deviation (MAD) | 0.06688171536 |
| Skewness | -7.096374391 |
| Sum | -1469.105126 |
| Variance | 0.0299304553 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| -0.2653141255 | 2 | < 0.1% |
| -0.3465735903 | 2 | < 0.1% |
| -0.03212399511 | 1 | < 0.1% |
| -0.1525609311 | 1 | < 0.1% |
| -0.1246384009 | 1 | < 0.1% |
| -0.4704805545 | 1 | < 0.1% |
| -0.1965891505 | 1 | < 0.1% |
| -0.2612174025 | 1 | < 0.1% |
| -0.1513521446 | 1 | < 0.1% |
| -0.09200141369 | 1 | < 0.1% |
| Other values (8378) | 8378 |
| Value | Count | Frequency (%) |
| -5.756462732 | 1 | |
| -3.453877639 | 1 | |
| -1.992725237 | 1 | |
| -1.785685114 | 1 | |
| -1.669998066 | 1 | |
| -1.64456756 | 1 | |
| -1.627902163 | 1 | |
| -1.609437912 | 1 | |
| -1.565283421 | 1 | |
| -1.530645946 | 1 |
| Value | Count | Frequency (%) |
| 0.05449763172 | 1 | |
| 0.05115661859 | 1 | |
| 0.03287686949 | 1 | |
| 0.03035851729 | 1 | |
| 0.02703480588 | 1 | |
| 0.01351776512 | 1 | |
| 0.01006396599 | 1 | |
| 0.009284792341 | 1 | |
| 0.005793158139 | 1 | |
| 0.004990776787 | 1 |
| Distinct | 6295 |
|---|---|
| Distinct (%) | 75.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.1892791368 |
| Minimum | 0 |
|---|---|
| Maximum | 37.02186133 |
| Zeros | 2096 |
| Zeros (%) | 25.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0 |
| Q1 | 3.981538573 × 10-9 |
| median | 0.004167477255 |
| Q3 | 0.03957941108 |
| 95-th percentile | 0.7938215578 |
| Maximum | 37.02186133 |
| Range | 37.02186133 |
| Interquartile range (IQR) | 0.03957940709 |
Descriptive statistics
| Standard deviation | 1.026972824 |
|---|---|
| Coefficient of variation (CV) | 5.425705344 |
| Kurtosis | 354.8552514 |
| Mean | 0.1892791368 |
| Median Absolute Deviation (MAD) | 0.004167477255 |
| Skewness | 15.19435208 |
| Sum | 1588.051958 |
| Variance | 1.054673181 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 2096 | 25.0% |
| 0.0117058918 | 1 | < 0.1% |
| 0.001796265265 | 1 | < 0.1% |
| 0.02906949525 | 1 | < 0.1% |
| 0.3330018177 | 1 | < 0.1% |
| 3.19202767 | 1 | < 0.1% |
| 0.03045320943 | 1 | < 0.1% |
| 0.001091950713 | 1 | < 0.1% |
| 0.02784239975 | 1 | < 0.1% |
| 0.03288744051 | 1 | < 0.1% |
| Other values (6285) | 6285 |
| Value | Count | Frequency (%) |
| 0 | 2096 | |
| 2.58784839 × 10-9 | 1 | < 0.1% |
| 3.217779728 × 10-9 | 1 | < 0.1% |
| 6.272815109 × 10-9 | 1 | < 0.1% |
| 8.881527078 × 10-9 | 1 | < 0.1% |
| 1.183434085 × 10-8 | 1 | < 0.1% |
| 1.228725574 × 10-8 | 1 | < 0.1% |
| 2.213180064 × 10-8 | 1 | < 0.1% |
| 4.093839728 × 10-8 | 1 | < 0.1% |
| 5.646151584 × 10-8 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 37.02186133 | 1 | |
| 26.53164061 | 1 | |
| 22.90257121 | 1 | |
| 19.88575798 | 1 | |
| 17.98222401 | 1 | |
| 16.85068089 | 1 | |
| 16.78594049 | 1 | |
| 15.5379242 | 1 | |
| 14.29557151 | 1 | |
| 13.4749785 | 1 |
| Distinct | 7066 |
|---|---|
| Distinct (%) | 84.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.03253304097 |
| Minimum | 0 |
|---|---|
| Maximum | 7.537939412 |
| Zeros | 1325 |
| Zeros (%) | 15.8% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0 |
| Q1 | 0.0001889476683 |
| median | 0.003962793392 |
| Q3 | 0.0215166759 |
| 95-th percentile | 0.1328632123 |
| Maximum | 7.537939412 |
| Range | 7.537939412 |
| Interquartile range (IQR) | 0.02132772823 |
Descriptive statistics
| Standard deviation | 0.1501725516 |
|---|---|
| Coefficient of variation (CV) | 4.616001058 |
| Kurtosis | 939.9890514 |
| Mean | 0.03253304097 |
| Median Absolute Deviation (MAD) | 0.003962793392 |
| Skewness | 24.33626538 |
| Sum | 272.9522138 |
| Variance | 0.02255179524 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 1325 | 15.8% |
| 0.1494913952 | 1 | < 0.1% |
| 0.0001409877532 | 1 | < 0.1% |
| 0.00184409946 | 1 | < 0.1% |
| 0.01071330958 | 1 | < 0.1% |
| 0.004298079143 | 1 | < 0.1% |
| 9.981394915 × 10-5 | 1 | < 0.1% |
| 0.001558507041 | 1 | < 0.1% |
| 0.0001961021017 | 1 | < 0.1% |
| 0.002089408102 | 1 | < 0.1% |
| Other values (7056) | 7056 |
| Value | Count | Frequency (%) |
| 0 | 1325 | |
| 3.981603671 × 10-9 | 1 | < 0.1% |
| 4.58263128 × 10-9 | 1 | < 0.1% |
| 6.680347353 × 10-9 | 1 | < 0.1% |
| 1.076202855 × 10-8 | 1 | < 0.1% |
| 2.148256998 × 10-8 | 1 | < 0.1% |
| 2.240454361 × 10-8 | 1 | < 0.1% |
| 2.249729676 × 10-8 | 1 | < 0.1% |
| 2.277855601 × 10-8 | 1 | < 0.1% |
| 2.74393533 × 10-8 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 7.537939412 | 1 | |
| 4.745199691 | 1 | |
| 3.387180088 | 1 | |
| 2.615250231 | 1 | |
| 2.308030614 | 1 | |
| 2.248760126 | 1 | |
| 2.220562068 | 1 | |
| 2.187226262 | 1 | |
| 1.935463185 | 1 | |
| 1.934069876 | 1 |
| Distinct | 7067 |
|---|---|
| Distinct (%) | 84.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.05577985677 |
| Minimum | 0 |
|---|---|
| Maximum | 6.730564985 |
| Zeros | 1324 |
| Zeros (%) | 15.8% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0 |
| Q1 | 0.0003379015713 |
| median | 0.006928694293 |
| Q3 | 0.0410071533 |
| 95-th percentile | 0.2669075591 |
| Maximum | 6.730564985 |
| Range | 6.730564985 |
| Interquartile range (IQR) | 0.04066925173 |
Descriptive statistics
| Standard deviation | 0.1783318043 |
|---|---|
| Coefficient of variation (CV) | 3.197064579 |
| Kurtosis | 329.8195008 |
| Mean | 0.05577985677 |
| Median Absolute Deviation (MAD) | 0.006928694293 |
| Skewness | 13.43502759 |
| Sum | 467.9929983 |
| Variance | 0.03180223242 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 1324 | 15.8% |
| 0.05491167077 | 1 | < 0.1% |
| 0.196747222 | 1 | < 0.1% |
| 0.002046243014 | 1 | < 0.1% |
| 0.09651995054 | 1 | < 0.1% |
| 0.02208711222 | 1 | < 0.1% |
| 0.001663121766 | 1 | < 0.1% |
| 0.001375423142 | 1 | < 0.1% |
| 0.0005050115283 | 1 | < 0.1% |
| 0.004718902013 | 1 | < 0.1% |
| Other values (7057) | 7057 |
| Value | Count | Frequency (%) |
| 0 | 1324 | |
| 7.816879023 × 10-12 | 1 | < 0.1% |
| 9.840756363 × 10-11 | 1 | < 0.1% |
| 2.457006467 × 10-10 | 1 | < 0.1% |
| 9.647269977 × 10-10 | 1 | < 0.1% |
| 2.252115497 × 10-8 | 1 | < 0.1% |
| 2.729156174 × 10-8 | 1 | < 0.1% |
| 3.387613642 × 10-8 | 1 | < 0.1% |
| 4.679192194 × 10-8 | 1 | < 0.1% |
| 4.766318522 × 10-8 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 6.730564985 | 1 | |
| 3.48532551 | 1 | |
| 3.473775046 | 1 | |
| 3.405778301 | 1 | |
| 2.934869766 | 1 | |
| 2.83628903 | 1 | |
| 2.717894291 | 1 | |
| 2.704776732 | 1 | |
| 2.470600232 | 1 | |
| 2.37611481 | 1 |
| Distinct | 6743 |
|---|---|
| Distinct (%) | 80.4% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.8386957782 |
| Minimum | 0 |
|---|---|
| Maximum | 47.28022229 |
| Zeros | 1648 |
| Zeros (%) | 19.6% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 65.7 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0 |
| Q1 | 0.006944679042 |
| median | 0.2164593412 |
| Q3 | 0.8946971167 |
| 95-th percentile | 3.592166574 |
| Maximum | 47.28022229 |
| Range | 47.28022229 |
| Interquartile range (IQR) | 0.8877524377 |
Descriptive statistics
| Standard deviation | 1.916485438 |
|---|---|
| Coefficient of variation (CV) | 2.285078199 |
| Kurtosis | 136.7290299 |
| Mean | 0.8386957782 |
| Median Absolute Deviation (MAD) | 0.2164593412 |
| Skewness | 8.628433334 |
| Sum | 7036.657579 |
| Variance | 3.672916435 |
| Monotonicity | Not monotonic |
| Value | Count | Frequency (%) |
| 0 | 1648 | 19.6% |
| 0.01897116794 | 1 | < 0.1% |
| 0.1618140061 | 1 | < 0.1% |
| 3.062372411 | 1 | < 0.1% |
| 0.1038878728 | 1 | < 0.1% |
| 0.04516583494 | 1 | < 0.1% |
| 5.940870428 | 1 | < 0.1% |
| 4.562398104 | 1 | < 0.1% |
| 0.7236987708 | 1 | < 0.1% |
| 0.01692108755 | 1 | < 0.1% |
| Other values (6733) | 6733 |
| Value | Count | Frequency (%) |
| 0 | 1648 | |
| 7.201370445 × 10-8 | 1 | < 0.1% |
| 1.615828905 × 10-7 | 1 | < 0.1% |
| 3.591858258 × 10-7 | 1 | < 0.1% |
| 5.596244496 × 10-7 | 1 | < 0.1% |
| 7.547698111 × 10-7 | 1 | < 0.1% |
| 1.053538485 × 10-6 | 1 | < 0.1% |
| 1.107233246 × 10-6 | 1 | < 0.1% |
| 1.207528765 × 10-6 | 1 | < 0.1% |
| 2.423971339 × 10-6 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 47.28022229 | 1 | |
| 47.01104047 | 1 | |
| 37.17419917 | 1 | |
| 35.04497396 | 1 | |
| 28.14140719 | 1 | |
| 25.85330839 | 1 | |
| 22.90563473 | 1 | |
| 22.43001765 | 1 | |
| 21.61153035 | 1 | |
| 20.23889516 | 1 |
Spearman's ρ
The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.
Pearson's r
The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.
Kendall's τ
Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.
Phik (φk)
Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.First rows
| Symbol | Year | ESG Score | Environmental Pillar Score | Social Pillar Score | Governance Pillar Score | mean-return | semi-variance (down) | kurtosis | skew | VaR (95%) | D(Overall,E) | D(Overall,S) | D(Overall,G) | D(ESG, VaR) | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 360.AX | 2020.0 | 27.081018 | 8.916667 | 43.015144 | 18.809271 | 0.032846 | 0.004021 | -0.632826 | 0.061141 | -0.071075 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
| 1 | 360.AX | 2021.0 | 31.410958 | 8.453608 | 45.972210 | 25.759307 | 0.025825 | 0.005839 | 1.742724 | -0.646043 | -0.075298 | 0.040664 | 0.006698 | 0.027597 | 0.008210 |
| 2 | A.N | 2017.0 | 87.595065 | 77.060658 | 92.792375 | 85.667996 | 0.035512 | 0.007012 | 0.455790 | 0.720648 | -0.096525 | 0.000082 | 0.000069 | 0.000239 | 3.607230 |
| 3 | A.N | 2018.0 | 89.489253 | 78.045737 | 94.201817 | 88.624684 | -0.061043 | 0.004451 | 0.610308 | 0.850044 | -0.162627 | 0.000076 | 0.000040 | 0.000157 | 0.250266 |
| 4 | A.N | 2019.0 | 88.330855 | 79.335997 | 94.505273 | 84.398806 | -0.029269 | 0.016082 | 0.126243 | -0.828252 | -0.228490 | 0.000866 | 0.000264 | 0.001284 | 0.124653 |
| 5 | A.N | 2020.0 | 87.577489 | 79.958977 | 93.599370 | 83.203984 | 0.045653 | 0.270980 | 4.900414 | -1.988309 | -0.520227 | 0.000269 | 0.000001 | 0.000032 | 0.691122 |
| 6 | AA.N | 2016.0 | 87.186605 | 85.832330 | 81.590386 | 98.299313 | 0.026276 | 0.005254 | 0.036191 | -0.293729 | -0.063296 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
| 7 | AA.N | 2017.0 | 87.273109 | 90.333748 | 79.472149 | 95.671099 | -0.021786 | 0.002320 | 0.566293 | -0.682118 | -0.081101 | 0.002512 | 0.000745 | 0.000789 | 0.060957 |
| 8 | AA.N | 2018.0 | 86.619978 | 88.383537 | 79.128995 | 96.369097 | -0.033796 | 0.006287 | -0.703649 | -0.791101 | -0.137931 | 0.000205 | 0.000010 | 0.000218 | 0.290054 |
| 9 | AA.N | 2019.0 | 88.078825 | 87.347163 | 83.474247 | 96.673931 | -0.039699 | 0.015111 | 2.266191 | -1.274915 | -0.223285 | 0.000812 | 0.001351 | 0.000183 | 0.216216 |
Last rows
| Symbol | Year | ESG Score | Environmental Pillar Score | Social Pillar Score | Governance Pillar Score | mean-return | semi-variance (down) | kurtosis | skew | VaR (95%) | D(Overall,E) | D(Overall,S) | D(Overall,G) | D(ESG, VaR) | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 8380 | ZUMZ.OQ | 2022.0 | 23.972230 | 4.646465 | 28.382288 | 28.735048 | -0.110370 | 0.004964 | -0.820491 | -0.116846 | -0.200165 | 0.002639 | 0.003021 | 0.002810 | 0.895958 |
| 8381 | ZUO.N | 2020.0 | 36.287529 | 3.083333 | 54.970658 | 30.160537 | 0.017291 | 0.018535 | 1.256732 | -0.901465 | -0.182401 | 0.000000 | 0.053355 | 0.224143 | 0.172335 |
| 8382 | ZUO.N | 2021.0 | 53.918785 | 27.848701 | 66.407377 | 50.985744 | 0.062855 | 0.002580 | -0.551396 | 0.410789 | -0.016845 | 3.257196 | 0.042847 | 0.016643 | 7.718136 |
| 8383 | ZUO.N | 2022.0 | 49.730061 | 27.336439 | 60.100005 | 47.518473 | -0.014564 | 0.004880 | -2.006538 | 0.046289 | -0.111954 | 0.003882 | 0.000358 | 0.000109 | 3.900213 |
| 8384 | ZWS.N | 2016.0 | 22.323763 | 3.080808 | 31.548591 | 33.320535 | 0.077867 | 0.040135 | -1.032795 | 0.420287 | -0.195829 | 0.000000 | 0.000000 | 0.000000 | 0.000000 |
| 8385 | ZWS.N | 2017.0 | 21.756603 | 4.250060 | 27.085541 | 35.777625 | -0.029082 | 0.107002 | 2.814027 | -1.311767 | -0.491496 | 0.120739 | 0.016077 | 0.009386 | 0.894813 |
| 8386 | ZWS.N | 2018.0 | 22.966453 | 4.193398 | 24.531598 | 43.442041 | -0.127620 | 0.074135 | -1.053860 | -0.274952 | -0.461663 | 0.004562 | 0.023457 | 0.019597 | 0.013628 |
| 8387 | ZWS.N | 2019.0 | 42.385059 | 47.923594 | 36.354082 | 43.646098 | 0.012917 | 0.035442 | 6.009275 | 2.079474 | -0.296457 | 3.324551 | 0.048144 | 0.369755 | 1.114489 |
| 8388 | ZWS.N | 2020.0 | 59.566298 | 53.797153 | 76.736643 | 43.977042 | -0.038499 | 0.057422 | -0.321493 | -0.129591 | -0.393005 | 0.050482 | 0.165469 | 0.110716 | 0.003407 |
| 8389 | ZWS.N | 2021.0 | 59.809391 | 70.174636 | 76.569419 | 25.396839 | -0.017465 | 0.010518 | 0.371196 | 1.074856 | -0.182711 | 0.068484 | 0.000039 | 0.305937 | 0.592885 |